Weighted uniform consistency of kernel density estimators.

DOI10.1214/009117904000000063zbMATH Open1052.62034arXivmath/0410170OpenAlexW2016095499MaRDI QIDQ1889792FDOQ1889792

Authors: Joel Zinn, Evarist Giné, Vladimir Koltchinskii 

Publication date: 10 December 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: Let f_n denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let Psi(t) be a positive continuous function such that |Psi f^{�eta}|_{infty}<infty for some 0<�eta<1/2. Under natural smoothness conditions, necessary and sufficient conditions for the sequence sqrtfrac{nh_n^d}{2|log h_n^d|}|Psi(t)(f_n(t)-Ef_n(t))|_{infty} to be stochastically bounded and to converge a.s. to a constant are obtained. Also, the case of larger values of �eta is studied where a similar sequence with a different norming converges a.s. either to 0 or to +infty, depending on convergence or divergence of a certain integral involving the tail probabilities of Psi(X). The results apply as well to some discontinuous not strictly positive densities.

Full work available at URL: https://arxiv.org/abs/math/0410170

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zbMATH Keywords

rates of convergenceKernel density estimatorweak and strong weighted uniform consistencyweighted \(L_\infty\)-norm

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

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Cited In (27)

• Title not available (Why is that?)
• Kernel density estimators: convergence in distribution for weighted sup-norms
• Uniform bounds for norms of sums of independent random functions
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
• Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators
• Concentration inequalities for two-sample rank processes with application to bipartite ranking
• Local robust estimation of the Pickands dependence function
• On the weak convergence of the kernel density estimator in the uniform topology
• On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities
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• Bias Reduction in Sample-Based Optimization
• Kernel density estimation: The general case
• On the consistency of weighted orthogonal series density estimators with respect toL¹-norm
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• On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation
• Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
• Pointwise universal consistency of nonparametric density estimators
• Consistency of kernel density estimators for causal processes
• Tracking multiple people under occlusion and across cameras using probabilistic models
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Asymptotics of Suprema of Weighted Gaussian Fields with Applications to Kernel Density Estimators
• Robust estimation of the conditional stable tail dependence function
• Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
• Robust nonparametric estimation of the conditional tail dependence coefficient
• On the problem of necessary conditions ensuring uniform convergence of kernel density estimates
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
• Weighted uniform consistency of kernel density estimators with general bandwidth sequences

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